-51.2%
SWKS vs NTR
+51.1%
-102.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +11.8% | +3.8% | +8.0% | +10.8% |
| 30D | +6.7% | +25.2% | -18.5% | +1.1% |
| 3M | 0.0% | +21.0% | -21.0% | -4.8% |
| 6M | +38.7% | +7.6% | +31.1% | +35.5% |
| YTD | +21.4% | +32.9% | -11.5% | +11.9% |
| 1Y | +2.9% | +43.1% | -40.2% | -7.2% |
| 3Y | -16.4% | +41.6% | -58.0% | -25.8% |
| 5Y | -51.2% | +54.8% | -105.9% | -59.5% |
| All | -51.2% | +51.1% | -102.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling